Simulation

14 Dezembro 2011, 11:00 • João Andrade e Silva

An introduction to simulation

How to generate random samples from a population with a known distribution

How many replicas should be used?

How to use simulation

Examples

 

This session took place on Monday 12/12/2011 from 8h30 to 9h30 and from 11h00 to 13h00 

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Model selection

9 Dezembro 2011, 09:30 • João Andrade e Silva

Testing procedure

     - chi-square goodness of fit test

     - Likelihood ratio test

 Selecting a model

 

Simulation

   - introduction

   - random variables generation

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Model selection

5 Dezembro 2011, 08:00 • João Andrade e Silva

Testing procedures

   - Kolmogorov-smirnov test (conclusion)

   - Anderson Darling test

   - chi-square goodness of fit test (to be concluded)

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Model selection 1

2 Dezembro 2011, 09:30 • João Andrade e Silva

Introduction

Graphical representations

Testing procedures

      Introduction

      Kolmogorov-Smirnov test (to be continued)

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Bayesian inference

28 Novembro 2011, 08:00 • João Andrade e Silva

Predictive distribution

Bayesian point estimation

HPD credibility Set

Examples

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